Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 0.520690 0.581917 0.650284 0.732833 0.830545 0.943455 1.085168
2025-01-12 0.443575 0.518932 0.608725 0.725222 0.874813 1.063970 1.327194
2025-01-19 0.380495 0.459606 0.558329 0.693361 0.877861 1.128497 1.508717
2025-01-26 0.347851 0.432287 0.542129 0.699893 0.928604 1.262125 1.815386
2025-02-02 0.322619 0.410781 0.529670 0.707978 0.980807 1.406188 2.176969
2025-02-09 0.297459 0.386224 0.509476 0.701094 1.008078 1.515697 2.513147
2025-02-16 0.279411 0.369445 0.497938 0.704685 1.051130 1.658932 2.959359
2025-02-23 0.256994 0.344283 0.471361 0.681075 1.044556 1.712035 3.241022
2025-03-02 0.235913 0.319352 0.442778 0.650682 1.021177 1.728130 3.446313
2025-03-09 0.225652 0.309621 0.436440 0.655928 1.061929 1.878520 4.037721
2025-03-16 0.220686 0.307378 0.441387 0.680550 1.142430 2.131436 5.036354
2025-03-23 0.213347 0.300846 0.438732 0.691253 1.197309 2.342531 6.051464
2025-03-30 0.205200 0.292814 0.433482 0.697709 1.247163 2.563281 7.300210
2025-04-06 0.195761 0.282063 0.422756 0.692648 1.271653 2.728463 8.500557
2025-04-13 0.183195 0.265482 0.400863 0.663874 1.238957 2.730866 9.021400
2025-04-20 0.177463 0.259769 0.397362 0.670715 1.289093 2.985521 11.040602
2025-04-27 0.172357 0.254752 0.394649 0.678754 1.343669 3.275510 13.719216
2025-05-04 0.165563 0.246485 0.385486 0.672500 1.361966 3.457645 16.082569
2025-05-11 0.160642 0.241125 0.381211 0.676036 1.406089 3.747894 19.929858
2025-05-18 0.152633 0.230037 0.365653 0.653812 1.378429 3.768465 21.566295
2025-05-25 0.144301 0.218039 0.347772 0.625116 1.329440 3.694828 22.210926
2025-06-01 0.140807 0.214333 0.345254 0.630106 1.374620 4.012637 28.149067
2025-06-08 0.139744 0.214820 0.350675 0.653410 1.476732 4.625509 41.434843